Fangfang Wang
Associate
Professor
Department
of Mathematical Sciences
Worcester
Polytechnic Institute
Contact
Information
Unity Hall 278
100 Institute Road
Worcester, MA 01609
Email: fwang4@wpi.edu
Education
Ph.D., Statistics, University of North Carolina
at Chapel Hill, May 2009
M.S., Statistics, University of North Carolina at Chapel Hill, May 2006
B.S., Mathematics, Nankai University, China, June 2004
Research Interests
Time Series Analysis, Spatial Statistics,
Spatial Econometrics, Financial Econometrics, and Risk Management
Selected Publications
T. F. Ma, F. Wang, J. Zhu, A. Ives, and K. Lewińska
(2022): Scalable Semiparametric Spatio-temporal
Regression for Large Data Analysis. Journal of Agricultural, Biological, and
Environmental Statistics, accepted.
T. F. Ma, F. Wang, and J. Zhu (2022): On Generalized
Latent Factor Modeling and Inference for High-Dimensional Binomial Data. Biometrics,
accepted.
A. Ives, L. Zhu, F. Wang, J.
Zhu, C. Morrow, and V. Radeloff (2021): Statistical inference for trends in spatiotemporal data.
Remote Sensing of Environment 266, 112678.
F. Wang and C. Ma (2019): 
-symmetric Vector Random Fields. Stochastic Processes
and their Applications, 129(7): 2466-2484.
F. Wang and H. Wang (2018): Modeling Non-stationary
Multivariate Time Series of Counts via Common Factors. Journal of the Royal
Statistical Society: Series B, 80 (4), 769-791.
F. Wang (2016): An Unbiased Measure of Integrated
Volatility in the Frequency Domain. Journal of Time Series Analysis,
37(2), 147-164.
X. Chen, E. Ghysels and F. Wang (2015): HYBRID-GARCH:
A Generic Class of Models for Volatility Predictions using Mixed Frequency
Data. Statistica
Sinica, 25, 759-786.
F. Wang (2015): Spectral Analysis of Quadratic Variation in the
Presence of Market Microstructure Noise. Statistics
and Its Interface, 8, 305-319.
F. Wang and E. Ghysels (2014): Econometric
Analysis of Volatility Component Models. Econometric
Theory, 31, 1-32.
E. Ghysels and F. Wang (2014): Moment-Implied
Densities: Properties and Applications. Journal
of Business & Economic Statistics,
32(1), 88-111.
F. Wang (2014): Optimal Design of
Fourier Estimator in the Presence of Microstructure Noise. Computational Statistics & Data
Analysis, 76, 708-722.
Teaching
Spring 2023C
MA 464X: Introduction to Time Series
Analysis